Probe

You would use an investigator for the same reason you would use any specialty service.
Usually the amount of time the average person has to spend to conduct their own investigation is limited to their other commitments. A private investigator has the ability to spend as much time as necessary on finding out the information that you need.
The average person would also have a limited number of tools and know-how, so the process would often be more time consuming. Professional investigators have the equipment and experience that is needed to obtain the right information and fast.